-2.7%
SMCI vs NSC
+20.4%
-23.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.5% |
| 7D | +6.8% | -5.5% | +12.3% | +7.2% |
| 30D | +30.6% | -3.2% | +33.8% | +30.7% |
| 3M | -15.6% | +7.7% | -23.3% | -17.0% |
| 6M | +21.3% | +4.5% | +16.7% | +23.5% |
| YTD | +35.3% | +15.6% | +19.7% | +26.3% |
| 1Y | -2.7% | +19.8% | -22.6% | -4.6% |
| All | -2.7% | +20.4% | -23.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling